splm: Spatial Panel data models in R

نویسندگان

  • Giovanni Millo
  • Gianfranco Piras
چکیده

splm is an R package for estimating and testing various spatial panel data specifications. We consider the implementation of both maximum likelihood and generalized moments estimators in the context of fixed as well as random effects spatial panel data models. This paper is a general description of splm and all functionalities are illustrated by application to Munnel (1990) data on 48 US States observed over 17 years (we restrict the time range to observations between 1970 and 1974).

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تاریخ انتشار 2009